On the Optimal Stabilization of an Integral Manifold


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By the method of Lyapunov functions, we study the problem of optimal stabilization of an analytically defined integral manifold in the class of stochastic differential equations in the case where random perturbations belong to the class of processes with independent increments.

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G. Vasilina

Al-Farabi Kazakh National University, Institute of Mathematics and Mathematical Simulation, Ministry of Education and Science of Kazakhstan

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Email: v_gulmira@mail.ru
哈萨克斯坦, Pushkin Str., 125, Almaty, 050010

M. Tleubergenov

Al-Farabi Kazakh National University, Institute of Mathematics and Mathematical Simulation, Ministry of Education and Science of Kazakhstan

Email: v_gulmira@mail.ru
哈萨克斯坦, Pushkin Str., 125, Almaty, 050010

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